Does reinforcement learning outperform deep learning and traditional portfolio optimization models in frontier and developed financial markets?
Vu Minh Ngo, Huan Huu Nguyen, Phuc Van Nguyen
| Year of publication: |
2023
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|---|---|
| Authors: | Vu Minh Ngo ; Huan H. Nguyen ; Nguyen Phuc Van |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 65.2023, p. 1-27
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| Subject: | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Lernprozess | Learning process | Lernen | Learning | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.101936 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014436105